This shows how you can use the default steam launch button instead of the SKSE loader shortcut..this is not needed but I like using the deafult steam launch button.

Extrat the zip to your skyrim folder or manualy instal SKSE..in the vid he does a manual instal of SKSE .you can just extract the zip file to your skyrim folder Steam\steamapps\common\skyriminstead of all the copying and pasting

YouTube How to run SKSE using the default Skyrim Steam launcherhttp://www.youtube.com/watch?v=WTcOK0oEDMw1)Download SKSE2)Put the DLLs and EXE files in the Skyrim folder3)Put the PEX files from Data\Scripts in Skyrim\Data\ScriptsREMEMBER: If you don't have a Scripts folder, create one.Make a backup before renaming the TESV exe ..4)In the Skyrim folder rename "TESV" to "Skyrim"5)Rename "skse_loader" to "TESV"6)In the data folder make a new folder called "SKSE"7)Copy the text in the description into notepad8)Save it in Data\SKSE as "skse.ini" as type "All Files"9)You can now use Steam or your normal desktop icon to run SKSE

Is there some way one could use the "Set Launch Options" button on Steam General Properties? Okay, maybe that isn't clear. If you chose your installation of Skyrim on the Steam Library page and then right click you get a bunch of choices, the last of which is "Properties". If you chose that, you then go to a page with the " General" tab open. There are two buttons on the tab, "Set Launch Options" and "Create Desktop Shortcut".What does the "Set Launch Options" do? Could one enter something like "%Steam%/steamapps/common/Skyrim/skse_launcher.exe" and get the regular steam launcher to launch skse?

I'd try this, but an scared that I might completely destroy Skyrim and Steam installations.